VOO vs. PYPL
VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while PYPL (PayPal Holdings, Inc.) is a stock. Over the past 10 years, VOO returned 15.50%/yr vs 1.21%/yr for PYPL. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
VOO vs. PYPL - Performance Comparison
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Returns By Period
In the year-to-date period, VOO achieves a 9.08% return, which is significantly higher than PYPL's -28.41% return. Over the past 10 years, VOO has outperformed PYPL with an annualized return of 15.50%, while PYPL has yielded a comparatively lower 1.21% annualized return.
VOO
- 1D
- 0.55%
- 1M
- -0.07%
- YTD
- 9.08%
- 6M
- 9.44%
- 1Y
- 24.36%
- 3Y*
- 20.95%
- 5Y*
- 13.43%
- 10Y*
- 15.50%
PYPL
- 1D
- 0.70%
- 1M
- -7.88%
- YTD
- -28.41%
- 6M
- -32.22%
- 1Y
- -44.01%
- 3Y*
- -12.98%
- 5Y*
- -31.18%
- 10Y*
- 1.21%
VOO vs. PYPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 9.08% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
PYPL PayPal Holdings, Inc. | -28.41% | -31.44% | 38.98% | -13.77% | -62.23% | -19.48% | 116.51% | 28.64% | 14.22% | 86.52% |
Correlation
The correlation between VOO and PYPL is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2015 | 0.61 |
The correlation between VOO and PYPL shifts across timeframes, from 0.48 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VOO vs. PYPL — Risk / Return Rank
VOO
PYPL
VOO vs. PYPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and PayPal Holdings, Inc. (PYPL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VOO | PYPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.12 | ||
| Sortino ratioReturn per unit of downside risk | +4.23 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.79 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | -0.88 | +3.63 |
| Martin ratioReturn relative to average drawdown | 12.42 | -1.54 | +13.96 |
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Drawdowns
VOO vs. PYPL - Drawdown Comparison
The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum PYPL drawdown of -87.30%. Use the drawdown chart below to compare losses from any high point for VOO and PYPL.
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Drawdown Indicators
| VOO | PYPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -87.30% | +53.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -49.92% | +41.02% |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | -57.34% | +38.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -87.30% | +62.78% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | -87.30% | +53.31% |
Current DrawdownCurrent decline from peak | -2.34% | -86.42% | +84.08% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -35.90% | +32.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 28.60% | -26.63% |
Volatility
VOO vs. PYPL - Volatility Comparison
The current volatility for Vanguard S&P 500 ETF (VOO) is 4.34%, while PayPal Holdings, Inc. (PYPL) has a volatility of 7.01%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than PYPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOO | PYPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 7.01% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 31.72% | -22.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.27% | 39.10% | -26.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 42.08% | -25.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 38.77% | -20.74% |
Dividends
VOO vs. PYPL - Dividend Comparison
VOO's dividend yield for the trailing twelve months is around 1.05%, more than PYPL's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PYPL PayPal Holdings, Inc. | 1.01% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
VOO and PYPL have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PYPL has higher volatility (7.01%) compared to VOO (4.34%). In terms of maximum drawdown, VOO dropped -33.99% vs PYPL's -87.30%.
VOO currently has the higher Sharpe Ratio (1.99 vs -1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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